FalconStor Software's market value is the price at which a share of FalconStor Software trades on a public exchange. It measures the collective expectations of FalconStor Software investors about its performance. FalconStor Software is trading at 1.26 as of the 6th of January 2026, a 9.57 percent increase since the beginning of the trading day. The stock's open price was 1.15. With this module, you can estimate the performance of a buy and hold strategy of FalconStor Software and determine expected loss or profit from investing in FalconStor Software over a given investment horizon. Check out FalconStor Software Correlation, FalconStor Software Volatility and FalconStor Software Alpha and Beta module to complement your research on FalconStor Software.
Please note, there is a significant difference between FalconStor Software's value and its price as these two are different measures arrived at by different means. Investors typically determine if FalconStor Software is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FalconStor Software's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
FalconStor Software 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to FalconStor Software's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of FalconStor Software.
0.00
12/07/2025
No Change 0.00
0.0
In 30 days
01/06/2026
0.00
If you would invest 0.00 in FalconStor Software on December 7, 2025 and sell it all today you would earn a total of 0.00 from holding FalconStor Software or generate 0.0% return on investment in FalconStor Software over 30 days. FalconStor Software is related to or competes with Adcore, AirIQ, Nubeva Technologies, KwikClick, and SeaChange International. FalconStor Software, Inc., a storage software company, enables enterprise customers and managed service providers to sec... More
FalconStor Software Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure FalconStor Software's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess FalconStor Software upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for FalconStor Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FalconStor Software's standard deviation. In reality, there are many statistical measures that can use FalconStor Software historical prices to predict the future FalconStor Software's volatility.
FalconStor Software secures Sharpe Ratio (or Efficiency) of -0.0145, which denotes the company had a -0.0145 % return per unit of risk over the last 3 months. FalconStor Software exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FalconStor Software's Standard Deviation of 8.54, mean deviation of 4.12, and Variance of 72.89 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.92, which means possible diversification benefits within a given portfolio. FalconStor Software returns are very sensitive to returns on the market. As the market goes up or down, FalconStor Software is expected to follow. At this point, FalconStor Software has a negative expected return of -0.13%. Please make sure to confirm FalconStor Software's treynor ratio, accumulation distribution, price action indicator, as well as the relationship between the potential upside and day median price , to decide if FalconStor Software performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.31
Poor reverse predictability
FalconStor Software has poor reverse predictability. Overlapping area represents the amount of predictability between FalconStor Software time series from 7th of December 2025 to 22nd of December 2025 and 22nd of December 2025 to 6th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FalconStor Software price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current FalconStor Software price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.31
Spearman Rank Test
0.4
Residual Average
0.0
Price Variance
0.02
FalconStor Software lagged returns against current returns
Autocorrelation, which is FalconStor Software pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting FalconStor Software's pink sheet expected returns. We can calculate the autocorrelation of FalconStor Software returns to help us make a trade decision. For example, suppose you find that FalconStor Software has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
FalconStor Software regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If FalconStor Software pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FalconStor Software pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FalconStor Software pink sheet over time.
Current vs Lagged Prices
Timeline
FalconStor Software Lagged Returns
When evaluating FalconStor Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FalconStor Software pink sheet have on its future price. FalconStor Software autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, FalconStor Software autocorrelation shows the relationship between FalconStor Software pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FalconStor Software.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Other Information on Investing in FalconStor Pink Sheet
FalconStor Software financial ratios help investors to determine whether FalconStor Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in FalconStor with respect to the benefits of owning FalconStor Software security.